Transmission of Volatility Between Stock Markets
收藏NBER1989-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w2910
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资源简介：
This paper investigates why, in October 1987, almost all stock markets fell together despite widely differing economic circumstances. The idea is that "contagion" between markets occurs as the result of attempts by rational agents to infer information from price changes in other markets. This
提供机构：
美国国家经济研究局创建时间：
1989-03-01
